# Jurik Moving Average

#### Bimbo

##### Member
If anyone has AFL for Jurik moving average,please post it.

Thankyou

#### columbus

##### Well-Known Member
If anyone has AFL for Jurik moving average,please post it.

Thankyou
Thanks for information posted.It appears to be a good indicator.This is
what you find in their website ;

"Jurik Research offers monetary reward to each
person who is the first to report any specific
error in our software or documentation.

At Jurik Research, there is no substitute for excellence."

If any body knows the formula for the indicator ,please post it.
Thank you.

#### sriniurs

##### Member
try this,

function HullMaFunction( P, Periods, Delay )
{
X = 2 * WMA(P,round(Periods/2)) - WMA(P,Periods);
HullMA = WMA(X,round(sqrt(Periods)));
HullMA = Ref(HullMA,-Delay);
return HullMa;
}

PlotPriceField = ParamToggle("PriceField","HIDE|SHOW",1);
P = ParamField("Price field",-1);
Periods = Param("Periods", 15, 2, 200, 1, 10 );
Delay = Param("Delay", 0, 0, 10, 1 );
HullMA = HullMaFunction( P, Periods, Delay );
if( PlotPriceField ) Plot(C,"",1,128);
Plot( HullMA, _DEFAULT_NAME(), ParamColor( "Color", colorCycle ),
ParamStyle("Style") );

#### columbus

##### Well-Known Member
try this,

function HullMaFunction( P, Periods, Delay )
{
X = 2 * WMA(P,round(Periods/2)) - WMA(P,Periods);
HullMA = WMA(X,round(sqrt(Periods)));
HullMA = Ref(HullMA,-Delay);
return HullMa;
}

PlotPriceField = ParamToggle("PriceField","HIDE|SHOW",1);
P = ParamField("Price field",-1);
Periods = Param("Periods", 15, 2, 200, 1, 10 );
Delay = Param("Delay", 0, 0, 10, 1 );
HullMA = HullMaFunction( P, Periods, Delay );
if( PlotPriceField ) Plot(C,"",1,128);
Plot( HullMA, _DEFAULT_NAME(), ParamColor( "Color", colorCycle ),
ParamStyle("Style") );
Sriniurs,

I am looking for plain mathematical forumula.

#### yogesh-tiwari

##### Active Member
Hi Bimbo!!

Interesting indicator..Internet has good saying, for this indicator, all over. I searched a lot over internet, all I can find is following code.

Try it, and post your findings...It ll be interesting to know, if we can get an indicator that cuts lags.
Formula (Supposedly for JurikMA)

Find attachment.

Also, I found Zero Lag EMA--that is

Formula:

K=2/(n-1)
lag=(n-1)/2
ZLEMA[current]=K*(2*price[current]-price[at lag])+ (1-K)*ZLEMA[previous]

It 'd good if somebody can try the above and see if they give better results

#### columbus

##### Well-Known Member
Formula:

K=2/(n-1)
lag=(n-1)/2
ZLEMA[current]=K*(2*price[current]-price[at lag])+ (1-K)*ZLEMA[previous]
Yogesh,

Thank you.How to arrive at this figure of PRICE (at lag).Generally what is the value taken for "n".

Last edited:

#### yogesh-tiwari

##### Active Member
Hi Columbus,

EMA has lag, even though it is better than moving average.
When compared to moving average, over a large period, both give near to same result.
Hence, EMA's best work when considered at lower levels like..n=3,5,13,21,34,50..beyond this EMA's have enough lag to result a whipsaw.
I personally consider 13 and 34 EMA, when these corrected to ZLEMA give excellent result.

Now, answer to second part of question.
for eg. 13ZLEMA, 13 is "n"
then lag is (n-1)/2, which means (13-1)/2=6..this means price[lag]=close price of the sixth candle out of 13 candles that are in consideration.

Hopefully, you ll clear your doubt.

Regards
Yogesh

#### Bimbo

##### Member
Thanks to everyone who are all trying to explain their moving averages.Please keep them coming.

In the meantime if anyone gets hold of JURIK ma's plz post the AFL here

thanks

#### columbus

##### Well-Known Member
Hi Columbus,

EMA has lag, even though it is better than moving average.
When compared to moving average, over a large period, both give near to same result.
Hence, EMA's best work when considered at lower levels like..n=3,5,13,21,34,50..beyond this EMA's have enough lag to result a whipsaw.
I personally consider 13 and 34 EMA, when these corrected to ZLEMA give excellent result.

Now, answer to second part of question.
for eg. 13ZLEMA, 13 is "n"
then lag is (n-1)/2, which means (13-1)/2=6..this means price[lag]=close price of the sixth candle out of 13 candles that are in consideration.

Hopefully, you ll clear your doubt.

Regards
Yogesh
Hi yogesh,

Thanks for clearing doubts.

There is another ZERO LAG indicator HMA (Hull Moving Average),which
is claimed to be superior.Here is their website location:

www.alanhull.com.au/hma/hma.html